+163.6%
W vs MSCI
+1,310.4%
-1,146.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -7.6% | +0.6% | -8.1% | -8.3% |
| 3M | +37.2% | -7.1% | +44.2% | +43.8% |
| 6M | +26.3% | +0.8% | +25.5% | +22.0% |
| YTD | -1.0% | +1.0% | -2.0% | -5.6% |
| 1Y | +20.1% | +4.3% | +15.8% | +11.2% |
| 3Y | +37.8% | +9.9% | +27.8% | +18.3% |
| 5Y | -63.7% | -6.8% | -56.9% | -62.7% |
| 10Y | +156.3% | +614.7% | -458.3% | -37.5% |
| All | +163.6% | +1,310.4% | -1,146.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling